-22.2%
ON vs ITUB
+120.9%
-143.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.4% |
| 7D | +2.4% | +2.2% | +0.2% | +1.5% |
| 30D | -8.6% | +12.6% | -21.2% | -12.9% |
| 3M | -34.3% | +6.4% | -40.7% | -36.2% |
| 6M | +28.5% | +0.6% | +27.9% | +26.6% |
| YTD | +40.6% | +18.8% | +21.8% | +29.1% |
| 1Y | +55.3% | +31.0% | +24.3% | +36.5% |
| 3Y | -22.2% | +118.1% | -140.3% | -50.8% |
| All | -22.2% | +120.9% | -143.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling